Not really, but it helps. If the socket pins are tight, the tube will stay in, but with a shield, it can't vibrate loose. There are a two main types of 9 pin sockets. One has a base which permits the addition of a shield which screws onto bayonet pins. There is a spring inside the shield which provides tension against the base so that everything is snug. The other is a flat style which does not faciliate a screw on shield. The other use for a shield is to block RF interference and to help prevent microphonics.